On cross-risk vulnerability

DOI10.1016/j.insmatheco.2009.06.002zbMath1231.91215OpenAlexW3123060581MaRDI QIDQ659125

Yannick Malevergne, Béatrice Rey

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00520050/file/Revised_CRV.pdf

zbMATH Keywords

risk aversionrisk vulnerabilitybackground riskmultivariate risk

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (3)

Health and portfolio choices: a diffidence approach ⋮ Non-parametric Estimation of Tail Dependence ⋮ Copulas: A Review and Recent Developments

Cites Work

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